As a goddess, she is presumably used to getting her way, hence her eagerness to take Courage as her own dog. The physical being itself is not so much the comfort to her, but having someone who is "sweet" and "understanding" to turn to. Without this, she is lost, and her moods affect the weather around her. Luckily for her, she has Duncan, who has a very similar outlook as a dog. At any given moment, her winds surround her. As her emotions grow stronger, so does the weather.